TABLE 3DISTRIBUTION OF DERIVATIVES CONTRACTS OF THE 25COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTSMARCH 31, 2006, $ MILLIONSNOTE:DATA ARE PRELIMINARYPERCENT PERCENTPERCENTPERCENTPERCENTPERCENTTOTALTOTALEXCH TRADED OTCINT RATEFOREIGN EXCHOTHERCREDITRANKBANK NAMESTATEASSETSDERIVATIVESCONTRACTSCONTRACTSCONTRACTSCONTRACTSCONTRACTSDERIVATIVES(%)(%)(%)(%)(%)(%)1JPMORGAN CHASE BANK NAOH10933945304642310.02195378941950689.97804621058050183.8788055511301857.75350111731379152.82390011481075745.54379321674526442CITIBANK NATIONAL ASSNNY749335232969804.204948452546210295.79505154745379582.55118903823586212.8026808624980570.674602459202866663.97152764006321853BANK OF AMERICA NANC1104944.12522376653.4119999975.691289280626054294.30871071937394887.1428563287433358.46114981601610870.702863042583733443.69313081265683964WACHOVIA BANK NATIONAL ASSNNC496566408203829.23605806707335870.76394193292664288.8717106504153092.23981256421424792.71550632306705626.17297046230338885HSBC BANK USA NATIONAL ASSNDE158753.8893450639.46299999956.82627772404862393.17372227595137771.05430258043740811.983122068641342.642363393152905814.3202119577683656BANK OF NEW YORKNY8775086007515.1858849518937384.81411504810627489.3170944394384219.8853007005203040.62599191930936260.171612940731912917WELLS FARGO BANK NASD41580281278419.88080474025079280.11919525974920587.2497490108072925.0832693556959787.24263765034744720.424343983149274578STATE STREET BANK&TRUST COMA91926.883000000002474570.668999999940.1131549071777969799.8868450928221992.916494403070662897.06348750348077202.0018093448586054E-29NATIONAL CITY BANKOH72949.010999999999250870.7584.393895919906296695.60610408009368798.7257107900953630.8407065920373230100.4335826178673243310PNC BANK NATIONAL ASSNPA84414.442999999999165480.88930.53442987002565869.46557012997435388.9870255652300848.74167227854329451.20506120800450871.066240948222123811LASALLE BANK NATIONAL ASSNIL75194.01115425.79224.28244113759254275.71755886240744499.1930495049148114.4426812336708938E-30.555595927814816370.2469118860367013912MELLON BANK NATIONAL ASSNPA24487.508000000002114796.707000000015.612704552579194894.38729544742081128.04791343013000969.8570421536568921.59459974753456990.5004446686785187813SUNTRUST BANKGA178281.55100000001115120.2585.220691913320764394.77930808667923785.5874654137762584.30639236406158879.04962443708213191.05651778508001614NATIONAL CITY BANK OF ININ25651.594000000001109045.2360.8711980778325794199.12880192216742610000015KEYBANK NATIONAL ASSNOH88877.08500000000696547.70399999999811.69162966319737788.30837033680262581.52832199924712610.6020946909312310.178139917237182567.691443392584457916NORTHERN TRUST COIL41825.20599999999866532.91800000000501004.529566852907307495.22205985313915700.2483732939535283617U S BANK NATIONAL ASSNOH208940.3120000000151483.3620000000016.895431576515923393.10456842348409690.7308675762084118.5099279258413627.233793317538198E-20.6868665647748488618LASALLE BANK MIDWEST NAMI39443.61800000000249373.782999999996010099.6035871912022800.39641280879773788019MERRILL LYNCH BANK USAUT62040.39699999999752546.33599999999646.14022945386715753.8597705461328580.2711115766473286.70517160321130762.522741071803750410.5009757483376220FIRST TENNESSEE BANK NATN36999.28629663.91299999999729.1616955591799470.83830444082005399.9896709513677561.0329048632255632E-20021FIFTH THIRD BANKOH57681.55900000000127763.373010070.22719825865537829.46517341390759600.3076283274370156822REGIONS BANKAL80357.05326557.55700000000124.04965185615529375.95034814384470799.4678275565783280.2497669495729595600.2824054938487000123DEUTSCHE BANK TR CO AMERICASNY3603430765010033.68763204940679411.74711522834389837.1331058020477817.43214692020152924FREMONT INVESTMENT&LOANCA12856.4925189.14489.41153379408208910.58846620591791410000025BRANCH BANKING&TRUST CONC81169.43700000000524233.409010098.9001010959704561.09989890402955700TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES5405674.4570000004109751559.682999989470771.92999999971002807889190117410276167.5500000012106733.175467484.9500000002OTHER 857 COMMERCIAL BANKS & TCs WITH DERIVATIVES2425934.943431504.3170000165714524.560000000522416979377707.1200000047733383.58000000007515403.1800000001685010.179999999702TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES7831609.40000000041101830649485296.490000000210069776792278881.12000000510309551.1300000012122136.355472495.1299999999TOP 25 COMMERCIAL BANKS & TC: % OF ALL 882 BKS &TCs WITH DERIVATIVES99.6083750974650578.595487896397580591.01288742523988283.4077131853948129.32644925358038711.9120299377407044.9621827089506247OTHER 857 COMMERCIAL BANKS & TCS: % OF ALL 882 BKS &TCs WITH DERIVATIVES0.391624902534945421.3182207385338748E-20.37844200811115580.342799615737682473.0298286132249937E-21.3979625761723388E-24.5471416550911144E-3TOTAL AMOUNTS FOR ALL 882 BKS & TCS: % OF ALL 882 BKS & TCs WITH DERIVATIVES1008.608670103782918391.39132943335103283.7505128011324879.35674753971263761.92600956350242754.9667298506057156Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here.Note: "Foreign Exchange" does not include spot fx.Note: "Other" is defined as the sum of commodity and equity contracts.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.Note: Numbers may not add due to rounding.Data source: Call Report, schedule RC-L

TABLE 6GROSS FAIR VALUES OF DERIVATIVE CONTRACTS OF THE 5COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTSMARCH 31, 2006, $ MILLIONSNOTE: DATA ARE PRELIMINARYTRADED :TRADED :NOT TRADED :NOT TRADED :(MTM)(MTM)(MTM)(MTM)GROSSGROSSGROSSGROSSTOTALTOTALPOSITIVENEGATIVEPOSITIVENEGATIVERANKBANK NAMESTATEASSETSDERIVATIVESFAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**1JPMORGAN CHASE BANK NAOH1093394501056396283606268935905832CITIBANK NATIONAL ASSNNY74933522371734224144222639270017313BANK OF AMERICA NANC1104944.12521550254.329999998250335.011238785.2263063.46700000000012476.78600000000014WACHOVIA BANK NATIONAL ASSNNC49656638300553051729100116213955HSBC BANK USA NATIONAL ASSNDE158753.8892956500.577999999736442.36699999999835916.506999999998269.04399999999998169.755TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES3602993.014100814182.907999991169798.3781153333.7337784.51100000000046355.5410000000002OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES4228616.38599999993896386.092000007621691.57199999992721722.297000000027695.34900000000029210.2089999999989TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES7831609.40000000041047105691191489.951175056.0315479.8615565.75Note: Currently, the Call Report does not differentiate credit derivatives by gross negative and positive fair values. Credit derivatives have been excluded from the sum of total derivatives here.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.*Market value of contracts that have a positive fair value as of the end of the first quarter, 2006.**Market value of contracts that have a negative fair value as of the end of the first quarter, 2006.Note: Numbers may not sum due to rounding.Data source: Call Report, schedule RC-L

73600600753238FalseFalse

TABLE 7TRADING REVENUE FROM CASH INSTRUMENTS AND DERIVATIVES OF THE 5COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTSMARCH 31, 2006, $ MILLIONSNOTE: REVENUE FIGURES ARE FOR FIRST QUARTER (NOT YEAR-TO-DATE) DATA ARE PRELIMINARYTOTAL TRADINGTRADING REVTRADING REVTRADING REVTRADING REVREV FROM CASH &FROM FROM FROM FROM TOTALTOTALOFF BAL SHEETINT RATE FOREIGN EXCHEQUITYCOMMOD & OTHRANKBANK NAMESTATEASSETSDERIVATIVESPOSITIONSPOSITIONSPOSITIONSPOSITIONSPOSITIONS1JPMORGAN CHASE BANK NAOH1093394501056392777101456010171862CITIBANK NATIONAL ASSNNY74933522371734908-391879441-213BANK OF AMERICA NANC1104944.12521550254.329999998875.39499999999998315.13099999999997282.00900000000001201.1477.1149999999999954WACHOVIA BANK NATIONAL ASSNNC4965663830055146703233115HSBC BANK USA NATIONAL ASSNDE158753.8892956500.5779999997194.47899999999998101.14844.517000000000003-3.05251.866TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES3602993.014100814182.907999994900.87400000000071109.2791797.52600000000011689.088304.98099999999999OTHER 877 COMMERCIAL BANKS & TCs WITH DERIVATIVES4228616.38599999993896386.0920000076771.74599999999919137.26099999999997512.35400000000004114.312000000000137.8109999999999786TOTAL AMOUNTS FOR ALL 882 BKS & TCs WITH DERIVATIVES7831609.40000000041047105695672.621246.542309.881803.4312.79199999999997Note: Currently, the Call Report does not include trading revenues from credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here.Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments."Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter 1995, spot foreign exchange was reported separately.Note: Numbers may not sum due to rounding.Data source: Call Report, schedule RC-I